+210.2%
TER vs ARWR
+85.8%
+124.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +5.9% | -19.9% | +25.8% | +11.0% |
| 30D | -30.8% | -18.7% | -12.0% | -27.7% |
| 3M | -29.9% | -44.7% | +14.7% | -20.1% |
| 6M | -27.5% | -36.5% | +9.1% | -20.4% |
| YTD | +37.5% | -25.7% | +63.1% | +44.5% |
| 1Y | +50.3% | +18.9% | +31.3% | +40.9% |
| All | +210.2% | +85.8% | +124.4% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling